Anic Equity¶

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Total return since start: 0.561 %¶

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Equity now: -----------------------------> 47696.49 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46301.52 Kr¶

PnL: ---------------------------------------> -587.05 Kr¶

DD now: ---------------------------------> -1.919 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 10:32:38.196037'

Anic Portfolio¶

Today¶

Return: -0.532 %¶

This Week¶

Return: -0.452 %¶

Total¶

Return: 56.146 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.750000 2768.500000 132.500000 5.030000 2636.000010
Beijer Electronics Group 26 0.170000 3099.200000 128.200000 4.320000 2971.000006
FM Mattsson Mora Group B 50 -1.610000 3050.000000 123.000000 4.200000 2927.000000
SAAB B 8 1.240000 3449.600000 72.600000 2.150000 3377.000000
Boozt 12 0.570000 1706.400000 52.400000 3.170000 1653.999996
AcadeMedia 12 -1.660000 597.120000 40.120000 7.200000 557.000004
Corem Property Group B 59 -1.610000 612.420000 35.420000 6.140000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.200000 390.100000 35.100000 9.890000 355.000000
Resurs Holding 22 -0.360000 607.200000 33.200000 5.780000 573.999998
MedCap 2 -1.540000 449.000000 28.000000 6.650000 421.000000
HMS Networks 2 -2.360000 694.000000 21.000000 3.120000 673.000000
Securitas B 6 -0.570000 585.240000 15.240000 2.670000 570.000000
Swedbank A 3 -0.440000 578.550000 14.550000 2.580000 564.000000
Eastnine 4 -0.320000 504.800000 13.800000 2.810000 491.000000
Nordea Bank Abp 29 0.350000 3466.660000 12.660000 0.370000 3453.999992
Norva24 Group 16 -2.430000 552.640000 9.640000 1.780000 543.000000
Intrum 4 -1.690000 536.200000 9.200000 1.750000 527.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Coor Service Management Hold. 8 -0.150000 541.200000 9.200000 1.730000 532.000000
OEM International B 7 -0.520000 536.200000 8.200000 1.550000 527.999997
Karnov Group 9 -0.500000 540.000000 4.000000 0.750000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.290000 249.600000 3.600000 1.460000 246.000000
Handelsbanken A 5 -0.180000 546.750000 0.750000 0.140000 546.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Essity B 2 -0.070000 560.200000 -13.800000 -2.400000 574.000000
Midsona B 63 -0.990000 568.260000 -14.740000 -2.530000 582.999984
CTEK 13 -1.510000 509.600000 -24.400000 -4.570000 533.999999
Essity A 4 -0.710000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -0.900000 553.000000 -41.570000 -6.990000 594.565215
Vivesto 1368 1.750000 556.780000 -56.220000 -9.170000 612.999432
Sampo Oyj SDB 7 -0.550000 3787.000000 -63.000000 -1.640000 3850.000000
Axfood 13 0.730000 3608.800000 -147.200000 -3.920000 3756.000001
Fasadgruppen Group 35 1.170000 3619.000000 -192.000000 -5.040000 3810.999990
OX2 18 -1.860000 1421.100000 -242.900000 -14.600000 1663.999992
Ovzon 52 -2.720000 2787.200000 -574.800000 -17.100000 3361.999992
TOTAL 46301.520000 -587.050000 -1.9194% 46888.564618

Updated:¶

'2023-01-25 10:32:51.149813'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶